To protect security, Internet Explorer has restricted this webpage from running scripts or ActiveX controls that can access your computer"

Because an ActiveX control has been installed on the webpage, you must confirm to run the control every time you open the page. In this way, every time a webpage appears, "to protect security, Internet Explorer has restricted this webpage from running scripts or ActiveX controls that can access the computer. For details, click here ......"
It's really troublesome.

Originally required
Open tools -- Internet Options --> advanced
Check "allow activity content to run in files on my computer"

Microsoft translation here is really poor. It translates ActiveX into "activity", so it cannot be read.

Alternatively, you can modify the registry.
[HKEY_CURRENT_USER \ Software \ Microsoft \ Internet Explorer \ main \ featurecontrol \ feature_localmachine_lockdown]
"Iexplore.exe" = DWORD: 00000000

[HKEY_CURRENT_USER \ Software \ Microsoft \ Internet Explorer \ main \ featurecontrol \ feature_localmachine_lockdown \ Settings]
"Localmachine_cd_unlock" = DWORD: 00000000